I am looking for a closed form solution for the following problem:
Given $k>2$ lines with a joint intersection $(\hat{x},\hat{y})$,
and $n$ noisy measurements from each line (white gaussian noise): $$(x_{i1},y_{k1}),(x_{i1},y_{i2}),...,(x_{in},y_{in}) \ \ ,\ \ \ 1\leq i \leq K $$
The goal - estimate the intersection point. (the actual lines params are not known, the intersection point is not known, only the measurements are known)
$ $
a 'naive' method:
- find the least-squares solution for each line (separately)
- find the "intersection", as the point that minimizes the $l_2$ distance to each line
But, I am looking for a closed form solution that directly finds the intersection, meaning a least squares / iterative process.
$ $
Ideas:
- parametric function $(x, y) = (\hat{x},\hat{y}) + t \cdot v$,$\ \ $ where $v=(m_x,m_y)$
- point-slope representation: $(y-\hat{y})-m(x-\hat{x})=0$
